+243.0%
GS vs AEM
+352.4%
-109.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +0.9% | -0.5% | +1.5% | +1.0% |
| 30D | -1.6% | +24.0% | -25.6% | -5.3% |
| 3M | -4.5% | +16.1% | -20.6% | -7.5% |
| 6M | +20.9% | -11.6% | +32.5% | +20.9% |
| YTD | +19.9% | +21.5% | -1.7% | +15.1% |
| 1Y | +41.4% | +39.2% | +2.2% | +33.9% |
| All | +243.0% | +352.4% | -109.4% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling